Keep Circulating the Tapes: There are two PC versions of this game: one is The Complete Collection which features the original Alice game, and the standard edition. You can get the standard in the Origin store but the Complete Collection can only be obtained if you get a CD Key from it elsewhere. The standard version was also formerly available on other digital shops like GOG and Steam, but have since been pulled and now Origin Exclusive.
What Could Have Been: According to Word of God, you really would have fought the March Hare and Dormouse at one point, but development pressures forced them to cut it.
The artbook also shows lots of concept art and details that not only describe what you see in the game, but a lot of it is stuff that should have been in it but didn't make it.
Go to YouTube. Search Alice Madness Returns Beta Trailer. It's full of old stuff and development things that were planned but never made it into the game, like a swimming level, new cutscenes, new weapons, actual gameplay in the London stages and a rather bloody Victorian scene...
At least two levels were scrapped during development, one in a world based on M. C. Eschers work, and the other on the moon.
Word of God: What the devil happened at the end? McGee eventually explained it:
"Alice defeats Bumby by pushing him under the train. Then walks out into a new world full of hope and imagination. This leaves Alice in a position to use her "abilities" in new chapters of the story. Suffice to say she's in a better place. Not in the asylum and not otherwise in pain, troubled or tortured. The ending of the game means that Alice has mastered the physical world (the real-world threat from Bumby). And in the first game she mastered the psychological (using her mind to free herself from the asylum). Put those two things together and she's quite super-hero like. It's a common device in hero's journey type tales. Alice's story is a pretty classic hero's journey. Also, none of us can ever "go home". Life moves on, our decisions matter. Can you go back to the way things were 5 years ago? I can't. Alice certainly can't. But the point is that she's now a fully-realized and whole person. She's overcome the demons that inspired these two games. What's next? If not her own demons..."